Standard diamond model 

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memo161.pdf
... standard diamond model (see heijdra and van der ploeg (2002), chapter 17). an individual is assumed to live for two periods a working period and a retirement period. in deviation from the standard diamond model, we assume that each period consist of t years. to keep the model tractable, we make a few simplifying assumptions. first ...
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AMBA 2736863 v1 turbos combined supplements DOC
... decreased significantly, mainly in private banking international and international diamond jewelry group. loan impairments on the mortgage portfolio, ... to the second quarter relates predominantly to credit risk model updates and the basel ii roll-out. the ... business conditions, (ii) competition, (iii) regulatory change and (iv) standard banking risks including changes in interest and foreign exchange ...
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memo168.pdf
... account for these types of behaviour without stochastic simulation analysis. model we use a diamond model of a small open economy. the model contains consumers and a pension fund. there is uncertainty ... corresponding mean value, the standard deviation of the fertility rate is the highest one, while the standard deviation of the longevity rate is the smallest. the standard deviation of the return ...
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